-21.8%
PATH vs OKTA
+163.1%
-184.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.3% | -5.4% | -2.6% |
| 7D | -2.7% | -3.9% | +1.3% | -1.2% |
| 30D | -3.7% | -23.5% | +19.8% | +7.9% |
| 3M | -13.8% | +19.7% | -33.5% | -23.8% |
| 6M | +20.3% | +111.6% | -91.3% | -23.4% |
| YTD | -20.8% | +105.4% | -126.2% | -49.1% |
| 1Y | -9.2% | +108.4% | -117.6% | -42.1% |
| 3Y | -21.8% | +167.8% | -189.6% | -66.1% |
| All | -21.8% | +163.1% | -184.9% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OKTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling